+231.9%
VLO vs OUST
+594.6%
-362.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.5% | +9.8% | +1.5% |
| 7D | +9.6% | -3.8% | +13.4% | +9.7% |
| 30D | -17.4% | +5.1% | -22.4% | -17.6% |
| 3M | +10.8% | -25.8% | +36.6% | +11.6% |
| 6M | +56.9% | -2.0% | +59.0% | +54.6% |
| YTD | +136.8% | +54.7% | +82.1% | +126.1% |
| 1Y | +120.7% | +48.8% | +71.9% | +110.8% |
| 3Y | +231.9% | +607.8% | -375.9% | +180.6% |
| All | +231.9% | +594.6% | -362.7% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling